Facilitated modelling in operational research

The traditional way of employing operational research in organisational interventions has been the expert mode. In this mode, the problem situation faced by the client is given to the operational research consultant, who then builds a model of the situation, solves the model to arrive at an optimal (or quasi-optimal) solution, and then provides a recommendation to the client based on the obtained solution. An alternative mode of engagement is to conduct the whole intervention together with the client: from structuring and defining the nature of the problem situation of interest, to supporting the evaluation of priorities and development of plans for subsequent implementation. In this latter mode, the operational researcher works throughout the intervention not only as an analyst, but also as a facilitator to the client. This paper discusses this latter mode of engagement with clients, with particular emphasis on the use of facilitated modelling as the intervention tool. Drawing on research scattered across a range of publications and domains, the review presented here provides a formal definition of facilitated modelling, together with a general framework that allows the conceptualisation of a wide variety of facilitated modelling approaches to organisational intervention. Design issues in facilitated modelling and their practical implication are discussed, and directions for future research identified.     

A Stochastic Model for Transport of Particulate Matter in Air: An Asymptotic Analysis

A branching particle system with changes of size is considered as a model for transport of particulate matter in air. This type of model is motivated by problems arising in the context of air pollution. High-density fluctuation limits for the process recording the positions and sizes of the particles through time are presented. These results allow to compute approximate probabilities for the temporal and spatial concentrations of particles of given sizes (in particular the small-sized pollutant particles which pose a health hazard).     

Epidifferentiability of the map of infima in Hilbert spaces

This article deals with derivatives for set-valued maps that take values in ordered vector spaces, in particular it concerns about the relationship between the epiderivatives of a set-valued map and its associated map of infima. When the image space is a real separable Hilbert space ordered by an orthonormal basis, by using a variational technique based on a decoupling of the ordering cone into half-spaces, we show that both epiderivatives coincide under certain hypothesis of compactness and stability. Furthermore we obtain some computation formulas for these derivatives in terms of associated scalar set-valued maps.     

An integrated experimental and theoretical investigation of the vibrational modes and molecular structure of a new Cu(II)–phosphocreatine complex

A new complex of Cu(II) of stoichiometry [Cu(PCr)(H₂O)] was prepared from aqueous solution at pH 6. Its synthesis, characterization, thermogravimetric, vibrational spectroscopy, and electron paramagnetic resonance analyses were described and suggest that phosphocreatine (PCr) in solid state is acting as a tridentate ligand (the nitrogen atom of the guanidine group and the oxygen atoms of the phosphate group and the carboxylate group being the donor atoms). The fourth position is occupied by a water molecule. These results were confirmed through computational calculations (DFT/B3LYP:6-311G theoretical procedure). The tetra coordination of Cu(II) arranged in a quadratic planar geometry was found to be more stable in the DFT calculations. The calculated vibrational spectrum agrees well with the FT-IR experimental spectrum.     

Third-order extensions of Lo’s semiparametric bound for European call options

Computing semiparametric bounds for option prices is a widely studied pricing technique. In contrast to parametric pricing techniques, such as Monte-Carlo simulations, semiparametric pricing techniques do not require strong assumptions about the underlying asset price distribution. We extend classical results in this area. Specifically, we derive closed-form semiparametric bounds for the payoff of a European call option, given up to third-order moment (i.e., mean, variance, and skewness) information on the underlying asset price. We analyze how these bounds tighten the corresponding bounds, when only second-order moment (i.e., mean and variance) information is provided. We describe applications of these results in the context of option pricing; as well as in other areas such as inventory management, and actuarial science.     

More non-semigroup Lie gradings

This note is devoted to the construction of two very easy examples, of respective dimensions 4 and 6, of graded Lie algebras whose grading is not given by a semigroup, the latter one being a semisimple algebra. It is shown that 4 is the minimal possible dimension for such graded Lie algebras.     

Polyhedrons and pi-stable homotopies from 3-manifolds into the plane

For a stable map from a closed 3-manifold into the plane, its Stein Factorization gives useful information. Our main result presents the list of changes in the Stein Factorization of the maps in a generic family of homotopies (the Pi-stable ones).     

Adsorption behaviour of cadmium on L-methionine immobilized on controlled pore glass

The adsorption behaviour of Cd onto the relative non-polar L-methionine was studied. To this end, L-met was immobilized on controlled pore glass (CPG), incorporated in a microcolumn and inserted in a flow injection system for Cd preconcentration from aqueous solutions. Binding constant of the system was calculated and it turned to be of 1.99, with sites capacity of n = 3.12. The ratio of Cd moles bound to L-met moles was calculated and it was 0.03:1 at pH 9.0. On-line breakthrough curves were used to study the effect of pH, analyte concentration and influent flow rate on Cd retention. A complementary pH study was added with a titration curve. Transient peak areas revealed that Cd stripping from the column occurred instantaneously. The system achieves an enrichment factor of 130, reaching a detection limit of 0.63 ng L^{− 1} when 10 mL of the solution were passed through the column. The method was successfully applied to Cd determination in the standard reference material (SRM), QC METAL LL2 metals in natural water, as a validation study.